BAIC Foton Motor Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.30% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 19.68 | |
| 0.1848 | 43.86 | |
| 0.9690 | 569.34 | |
| 0.0103 | 2.59 |
Estimation Period:
Jun 2, 1998 to Feb 6, 2026
Jun 2, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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